[R] Cross Spectrum Analysis

From: Maura E Monville <maura.monville_at_gmail.com>
Date: Tue, 29 Apr 2008 19:54:41 -0500

I am reading some documentation about Cross Spectrum Analysis as a technique to compare spectra.
My understanding is that it estimates the correlation strength between quasi-periodic structures embedded in two signals. I believe it may be useful for my signals analysis.

I was referred to the R functions that implement this type of analysis. I tried all the examples which generated a series of fancy plots. But I need to work on the numerical results.

I have read that the following info is available through Cross Spectra analysis:
*Cross-periodogram, Cross-Density, Quadrature-density, Cross-amplitude, Squared Coherency, Gain, and Phase Shift*
I went through a couple of the two-series (bivariate) cross-spectrum analysis examples with R.
I also printed out the attributes of the analysis (see the following). I cannot quite match the above quantities with the attributes/features output of cross-spectra analysis with R.
I would greatly appreciate some explanation (which is what) and seeing some more worked out examples.

> attributes(mfdeaths.spc)


 [1] "freq"      "spec"      "coh"       "phase"     "kernel"    "df"
 [7] "bandwidth" "n.used"    "orig.n"    "series"    "snames"    "method"
[13] "taper"     "pad"       "detrend"   "demean"

[1] "spec"

Thank you so much.

Yours Faithfully,

Maura E.M

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Received on Wed 30 Apr 2008 - 05:07:59 GMT

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